Volatility spill-over between the Rand foreign exchange market and the JSE/FTSE Top 40

Thesis

Open access

Neil Oberholzer

MCom, University of Johannesburg

2011

Handle:

https://hdl.handle.net/10210/54694

Abstract

Foreign exchange

Foreign exchange market

JSE Limited

Investments

M.Com.(Finance and Investment Management) Abstract: Please refer to full text to view abstract

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Title: Volatility spill-over between the Rand foreign exchange market and the JSE/FTSE Top 40
Creators - without role: Neil Oberholzer
Contributors - without role: C. H. van Schalkwyk
Awarding Institution: University of Johannesburg; MCom
Theses and Dissertations: MCom, University of Johannesburg
Identifiers: 9912769207691
Copyright: University of Johannesburg
Academic Unit: Department of Finance and Investment
Resource Type: Thesis